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cesium-ml / cesium

Machine Learning Time-Series Platform
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Time lag stats #315

Closed JRKagumba closed 1 year ago

JRKagumba commented 1 year ago

I extended cadence_features.py, with two new functions: compute_time_lag_stats and compute_time_lag_skew_kurtosis. The compute_time_lag_stats function calculates the mean and standard deviation of the time lags, while the compute_time_lag_skew_kurtosis function computes the skewness and kurtosis. The additions offer support for time lag distributions, offering insights into their central tendency, dispersion, and shape.

JRKagumba commented 1 year ago

Added test functions to validate the correctness of compute_time_lag_stats and compute_time_lag_skew_kurtosis by computing the mean, standard deviation, skewness, and kurtosis for a given array of time lags.